Iterated logarithm law for sample generalized partial autocorrelations (Q1380590): Difference between revisions

@@ Property / cites work @@
+Q3827448
@@ Property / cites work: Q3827448 / rank @@
+Normal rank
@@ Property / cites work @@
+Limiting distributions of least squares estimates of unstable autoregressive processes
+Normal rank
@@ Property / cites work @@
+An extension of Lai and Wei's law of the iterated logarithm with applications to time series analysis and regression
+Normal rank
@@ Property / cites work @@
+ON THE ASYMPTOTIC DISTRIBUTION OF THE GENERALIZED PARTIAL AUTOCORRELATION FUNCTION IN AUTOREGRESSIVE MOVING-AVERAGE PROCESSES
+Normal rank
@@ Property / cites work @@
+ARMA model identification
@@ Property / cites work: ARMA model identification / rank @@
+Normal rank
@@ Property / cites work @@
+Q5822308
@@ Property / cites work: Q5822308 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3911791
@@ Property / cites work: Q3911791 / rank @@
+Normal rank
@@ Property / cites work @@
+A law of the iterated logarithm for double arrays of independent random variables with applications to regression and time series models
+Normal rank
@@ Property / cites work @@
+Asymptotic properties of general autoregressive models and strong consistency of least-squares estimates of their parameters
+Normal rank
@@ Property / cites work @@
+Invariance principles for semi-stationary sequence of linear processes and applications to ARMA process
+Normal rank
@@ Property / cites work @@
+Consistent Estimates of Autoregressive Parameters and Extended Sample Autocorrelation Function for Stationary and Nonstationary ARMA Models
+Normal rank
@@ Property / cites work @@
+Asymptotic properties of multivariate nonstationary processes with applications to autoregressions
+Normal rank
@@ Property / cites work @@
+On the Relationship Between the S Array and the Box-Jenkins Method of ARMA Model Identification
+Normal rank